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In this article, a unified approach to obtain symplectic integrators on T*G from Lie group integrators on a Lie group G is presented. The approach is worked out in detail for symplectic integrators based on Runge--Kutta--Munthe-Kaas methods…

Numerical Analysis · Mathematics 2014-04-24 Geir Bogfjellmo , Håkon Marthinsen

In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet…

Numerical Analysis · Mathematics 2024-10-07 V. González-Tabernero , J. G. López-Salas , M. J. Castro-Díaz , J. A. García-Rodríguez

Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…

Statistical Mechanics · Physics 2023-07-06 Guilherme França , Alessandro Barp , Mark Girolami , Michael I. Jordan

We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete…

Numerical Analysis · Mathematics 2026-04-03 Paolo Cifani , Klas Modin , Cecilia Pagliantini , Milo Viviani

There is a growing interest in the conservation of invariants when numerically solving a system of ordinary differential equations. Methods that exactly preserve these quantities in time are known as geometric integrators. In this paper we…

Numerical Analysis · Mathematics 2015-05-14 Artur Palha , Marc Gerritsma

We generalize the Hahn variational calculus by studying problems of the calculus of variations with higher-order derivatives. The symmetric quantum calculus is studied, namely the $\alpha,\beta$-symmetric, the $q$-symmetric, and the Hahn…

Classical Analysis and ODEs · Mathematics 2013-06-07 Artur M. C. Brito da Cruz

Due to the nonseparability of the post-Newtonian (PN) Hamiltonian systems of compact objects, the symplectic methods that admit the linear error growth and the near preservation of first integrals are always implicit as explicit symplectic…

Instrumentation and Methods for Astrophysics · Physics 2024-10-10 Shixiang Huang , Kaiming Zeng , Xinghua Niu , Lijie Mei

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

A coupling approach is presented to combine a wave-based method to the standard finite element method. This coupling methodology is presented here for the Helmholtz equation but it can be applied to a wide range of wave propagation…

Computational Physics · Physics 2018-01-16 Mathieu Gaborit , Olivier Dazel , Peter Göransson , Gwénaël Gabard

We present a set of new, efficient high-order symplectic methods designed for Hamiltonian systems with cubic or quartic potentials. By demonstrating that polynomial potentials require fewer order conditions, we develop schemes that…

Numerical Analysis · Mathematics 2026-05-11 Alejandro Escorihuela-Tomàs

We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…

Chaotic Dynamics · Physics 2015-03-17 Ch. Skokos , E. Gerlach

In this paper, we develop a higher order symmetric partitioned Runge-Kutta method for a coupled system of differential equations on Lie groups. We start with a discussion on partitioned Runge-Kutta methods on Lie groups of arbitrary order.…

High Energy Physics - Lattice · Physics 2011-09-15 Michèle Wandelt , Michael Günther , Francesco Knechtli , Michael Striebel

We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…

Numerical Analysis · Mathematics 2015-08-14 Hugo Jiménez-Pérez , Jean-Pierre Vilotte , Barbara Romanowicz

This paper studies diagonal implicit symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) methods for solving the oscillatory Hamiltonian system $H(q,p)=\dfrac{1}{2}p^{T}p+\dfrac{1}{2}q^{T}Mq+U(q)$. Based on symplectic conditions and order…

Numerical Analysis · Mathematics 2017-12-04 Mingxue Shi , Hao Zhang , Bin Wang

Symplectic integrators constructed from Hamiltonian and Lie formalisms are obtained as symplectic maps whose flow follows the exact solution of a "sourrounded" Hamiltonian K = H + h^k H_1. Those modified Hamiltonians depends virtually on…

Symplectic Geometry · Mathematics 2012-01-04 Hugo Jiménez-Pérez

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit-explicit Runge-Kutta (IMEX-RK) discretization of the semi-discrete equations.…

Numerical Analysis · Mathematics 2019-02-20 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

Symplectic integration algorithms are well-suited for long-term integrations of Hamiltonian systems because they preserve the geometric structure of the Hamiltonian flow. However, this desirable property is generally lost when adaptive…

Astrophysics · Physics 2025-10-20 Miguel Preto , Scott Tremaine

Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…

Astrophysics · Physics 2007-05-23 Man Hoi Lee , Martin J. Duncan , Harold F. Levison

We describe a family of quadrilateral meshes based on diamonds, rhombi with 60 and 120 degree angles, and kites with 60, 90, and 120 degree angles, that can be adapted to a local size function by local subdivision operations. Our meshes use…

Computational Geometry · Computer Science 2014-08-12 David Eppstein